Vector autoregressions and causality

Toda, Hiro Y., Phillips, Peter C. B. . Econometrica 1993. 61 :1367-1393

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Bibtex

@article{CIS-112139,
  Author = {Toda, Hiro Y. and Phillips, Peter C. B.},
  Title = {Vector autoregressions and causality},
  Journal = {Econometrica},
  Volume = {61},
  Year = {1993},
  Pages = {1367--1393},
  Keywords = {Wald statistic}
}

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